In CalibrationMeasures, there are three types of predefined measures: PAR_SPREAD, MARKET_QUOTE and PRESENT_VALUE.
For the last two, ther is no measure for FX Swaps. They should be added. For MARKET_QUOTE, this may require adding some methods in the pricer.
In CalibrationMeasures, there are three types of predefined measures: PAR_SPREAD, MARKET_QUOTE and PRESENT_VALUE.
For the last two, ther is no measure for FX Swaps. They should be added. For MARKET_QUOTE, this may require adding some methods in the pricer.